[R] How to get the t-stat for arima()?

[Rui Barradas]

Hello,

Using a dataset in package datasets,


n <- length(lh)
fit <- arima(lh, order = c(1,0,0))

se <- sqrt(diag(vcov(fit)))
sqrt(n - 1)*coef(fit)/se   # T stats


Hope this helps,

Rui Barradas

Em 19-03-2013 20:22, Yuan, Rebecca escreveu:
> Hello all,
>
> fit = arima()
> and
> Summary(fit) will give some summary of the fit. However, the t-stats are not shown in the summary. How can I get the t-stats of it?
>
> Thanks,
>
> Rebecca
>
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